6.60Open6.40Pre Close9 Volume160 Open Interest272.50Strike Price4.51KTurnover21.01%IV0.62%PremiumOct 11, 2024Expiry Date2.96Intrinsic Value100Multiplier4DDays to Expiry1.71Extrinsic Value100Contract SizeAmericanOptions Type0.6984Delta0.0567Gamma63.69Leverage Ratio-0.2989Theta0.0212Rho44.48Eff Leverage0.1019Vega